-7.2%
CNC vs NXT
+173.5%
-180.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -0.9% | -1.9% | +1.0% | -0.9% |
| 30D | -1.0% | -20.0% | +19.1% | -0.9% |
| 3M | +4.5% | -30.7% | +35.3% | +4.7% |
| 6M | +85.2% | -29.0% | +114.2% | +85.0% |
| YTD | +61.4% | -4.8% | +66.3% | +59.7% |
| 1Y | +94.9% | +22.8% | +72.1% | +91.5% |
| 3Y | 0.0% | +93.9% | -93.9% | -5.2% |
| All | -7.2% | +173.5% | -180.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling